CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
111-300 |
112-085 |
0-105 |
0.3% |
112-130 |
High |
112-235 |
112-250 |
0-015 |
0.0% |
112-250 |
Low |
111-140 |
111-160 |
0-020 |
0.1% |
111-140 |
Close |
112-095 |
111-295 |
-0-120 |
-0.3% |
111-295 |
Range |
1-095 |
1-090 |
-0-005 |
-1.2% |
1-110 |
ATR |
1-090 |
1-090 |
0-000 |
0.0% |
0-000 |
Volume |
594,258 |
702,897 |
108,639 |
18.3% |
1,984,982 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-292 |
115-063 |
112-200 |
|
R3 |
114-202 |
113-293 |
112-088 |
|
R2 |
113-112 |
113-112 |
112-050 |
|
R1 |
112-203 |
112-203 |
112-013 |
112-112 |
PP |
112-022 |
112-022 |
112-022 |
111-296 |
S1 |
111-113 |
111-113 |
111-257 |
111-022 |
S2 |
110-252 |
110-252 |
111-220 |
|
S3 |
109-162 |
110-023 |
111-182 |
|
S4 |
108-072 |
108-253 |
111-070 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-025 |
115-110 |
112-212 |
|
R3 |
114-235 |
114-000 |
112-093 |
|
R2 |
113-125 |
113-125 |
112-054 |
|
R1 |
112-210 |
112-210 |
112-014 |
112-112 |
PP |
112-015 |
112-015 |
112-015 |
111-286 |
S1 |
111-100 |
111-100 |
111-256 |
111-002 |
S2 |
110-225 |
110-225 |
111-216 |
|
S3 |
109-115 |
109-310 |
111-177 |
|
S4 |
108-005 |
108-200 |
111-058 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-185 |
111-140 |
2-045 |
1.9% |
0-268 |
0.7% |
23% |
False |
False |
555,578 |
10 |
118-280 |
111-140 |
7-140 |
6.6% |
1-090 |
1.1% |
7% |
False |
False |
748,303 |
20 |
118-280 |
111-140 |
7-140 |
6.6% |
1-036 |
1.0% |
7% |
False |
False |
816,560 |
40 |
119-085 |
111-140 |
7-265 |
7.0% |
0-288 |
0.8% |
6% |
False |
False |
849,673 |
60 |
119-085 |
111-140 |
7-265 |
7.0% |
0-202 |
0.6% |
6% |
False |
False |
571,121 |
80 |
119-085 |
111-140 |
7-265 |
7.0% |
0-161 |
0.5% |
6% |
False |
False |
428,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-072 |
2.618 |
116-043 |
1.618 |
114-273 |
1.000 |
114-020 |
0.618 |
113-183 |
HIGH |
112-250 |
0.618 |
112-093 |
0.500 |
112-045 |
0.382 |
111-317 |
LOW |
111-160 |
0.618 |
110-227 |
1.000 |
110-070 |
1.618 |
109-137 |
2.618 |
108-047 |
4.250 |
106-018 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
112-045 |
112-035 |
PP |
112-022 |
112-015 |
S1 |
111-318 |
111-315 |
|